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Systematic Risk and the Price...
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USA
Theorie
65
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65
Option pricing theory
30
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30
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21
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21
United States
20
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16
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14
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Duan, Jin-Chuan
12
Wei, Jason
10
Cao, Melanie
3
Sealey, C. W.
3
Fulop, Andras
2
Moreau, Arthur F.
2
So, Jacky C.
2
Chen, Long
1
Lesmond, David A.
1
Ritchken, Peter H.
1
Simonato, Jean-Guy
1
Sun, Zhiqiang
1
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1
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1
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Journal of banking & finance
3
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2
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2
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1
Advances in investment analysis and portfolio management : a research annual
1
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1
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1
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1
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
20
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1
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
2
Systematic risk and the price structure of individual equity options
Duan, Jin-Chuan
;
Wei, Jason
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 1981-2006
Persistent link: https://www.econbiz.de/10003886037
Saved in:
3
A one-step test of the arbitrage pricing theory
Duan, Jin-Chuan
- In:
Advances in investment analysis and portfolio …
2
(
1994
),
pp. 71-96
Persistent link: https://www.econbiz.de/10001185489
Saved in:
4
Forbearance, deposit insurance, and the market value of savings and loan associations
So, Jacky C.
;
Wei, Jason
- In:
Advances in financial planning and forecasting
8
(
1998
),
pp. 177-200
Persistent link: https://www.econbiz.de/10001406390
Saved in:
5
A multi-factor, credit migration model for sovereign and corporate debts
Wei, Jason
- In:
Journal of international money and finance
22
(
2003
)
5
,
pp. 709-735
Persistent link: https://www.econbiz.de/10001787735
Saved in:
6
Deposit insurance and forbearance under moral hazard
So, Jacky C.
;
Wei, Jason
- In:
The journal of risk and insurance : the journal of the …
71
(
2004
)
4
,
pp. 707-735
Persistent link: https://www.econbiz.de/10002514447
Saved in:
7
Weather derivatives valuation and market price of weather risk
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1065-1089
Persistent link: https://www.econbiz.de/10002248675
Saved in:
8
Valuation of housing index derivatives
Cao, Melanie
;
Wei, Jason
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 660-688
Persistent link: https://www.econbiz.de/10003985042
Saved in:
9
Corporate yield spreads and bond liquidity
Chen, Long
;
Lesmond, David A.
;
Wei, Jason
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
Saved in:
10
Incentive stocks and options with trading restrictions : not as restricted as we thought
Cao, Melanie
;
Wei, Jason
- In:
Research in finance
24
(
2008
),
pp. 213-248
Persistent link: https://www.econbiz.de/10003752965
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